+3,263.4%
MRSH vs CAG
+564.8%
+2,698.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -4.8% | -5.7% | +0.9% | -3.3% |
| 30D | -6.3% | -2.4% | -3.9% | -5.8% |
| 3M | +5.8% | +9.8% | -4.0% | +3.1% |
| 6M | +2.8% | -10.8% | +13.6% | +5.4% |
| YTD | -3.1% | -10.8% | +7.7% | -1.0% |
| 1Y | -11.3% | -19.0% | +7.7% | -7.2% |
| 3Y | -5.0% | -39.7% | +34.7% | +5.9% |
| 5Y | +19.2% | -43.0% | +62.2% | +33.9% |
| 10Y | +217.4% | -36.0% | +253.4% | +229.7% |
| All | +3,263.4% | +564.8% | +2,698.6% | +1,677.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling